Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 12.780781 14.608041 16.588624 18.892913 21.498170 24.350418 27.707809
2024-11-03 10.254674 12.741692 15.652085 19.301504 23.747185 28.978641 35.593305
2024-11-10 8.999840 11.794003 15.226810 19.739558 25.499936 32.589762 41.959687
2024-11-17 7.771325 10.679932 14.411458 19.526639 26.330610 35.041293 47.006970
2024-11-24 6.768747 9.697418 13.599402 19.146532 26.792899 36.920000 51.300756
2024-12-01 6.087843 9.056833 13.149880 19.162390 27.719413 39.401347 56.487291
2024-12-08 5.614179 8.644623 12.954358 19.476358 29.030889 42.436069 62.570223
2024-12-15 5.160629 8.207897 12.670004 19.613370 30.063538 45.102982 68.255521
2024-12-22 4.689070 7.692772 12.215517 19.442502 30.601962 47.053579 72.976654
2024-12-29 4.363388 7.369004 12.013959 19.621774 31.652015 49.786876 78.983014
2025-01-05 4.175409 7.244501 12.103700 20.246746 33.409688 53.663975 86.923755
2025-01-12 3.840124 6.845830 11.721458 20.081228 33.894139 55.587480 91.916847
2025-01-19 3.350710 6.150465 10.812044 19.003623 32.860150 55.102177 93.138086
2025-01-26 3.192176 6.013703 10.821555 19.455977 34.367546 58.767724 101.268986
2025-02-02 3.044389 5.880540 10.822018 19.883451 35.845861 62.449208 109.607226
2025-02-09 2.807681 5.563400 10.474686 19.673568 36.206959 64.277815 114.924992
2025-02-16 2.568313 5.219065 10.050050 19.289302 36.226348 65.510325 119.268757
2025-02-23 2.407964 5.011052 9.856094 19.305747 36.952202 67.986480 125.886775
2025-03-02 2.300747 4.897153 9.826991 19.621780 38.234704 71.496940 134.503426
2025-03-09 2.179213 4.743625 9.709917 19.759812 39.189716 74.464628 142.290455
2025-03-16 2.030777 4.521798 9.443131 19.587719 39.543549 76.351710 148.193659
2025-03-23 1.933897 4.398896 9.360949 19.768264 40.575784 79.527178 156.622263
2025-03-30 1.890929 4.387182 9.500235 20.397650 42.514080 84.484834 168.632282